Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 56,180 CHF | 61,180 CHF | 99.96% | 99.96% |
19/11/2024 | 8.09% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 59,364 CHF | 64,364 CHF | 99.87% | 99.87% |
18/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,000 CHF | 60,000 CHF | 99.95% | 99.95% |
15/11/2024 | 8.82% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 54,965 CHF | 60,035 CHF | 100.00% | 100.00% |
14/11/2024 | 8.71% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 54,997 CHF | 60,003 CHF | 99.20% | 99.20% |
13/11/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 59,955 CHF | 65,045 CHF | 34.24% | 34.24% |
12/11/2024 | 8.68% | 0.12 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,114 CHF | 60,114 CHF | 99.90% | 99.90% |
11/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,000 CHF | 60,000 CHF | 99.96% | 99.96% |
08/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,000 CHF | 60,000 CHF | 99.98% | 99.98% |
07/11/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,000 CHF | 60,000 CHF | 99.91% | 99.91% |